Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 25.093040 28.528515 32.226326 36.498086 41.292470 46.502871 52.589883
2024-12-15 19.891444 24.534042 29.911349 36.582643 44.619100 53.969001 65.652021
2024-12-22 17.012342 22.112438 28.303597 36.340621 46.463286 58.752245 74.761178
2024-12-29 15.045051 20.480429 27.356295 36.642292 48.798767 64.108123 84.777323
2025-01-05 13.873721 19.650571 27.220814 37.794732 52.097586 70.675146 96.519637
2025-01-12 12.376016 18.194393 26.074864 37.432737 53.268885 74.432555 104.696481
2025-01-19 10.637280 16.208663 23.997255 35.563959 52.162822 74.952260 108.398087
2025-01-26 9.983925 15.699447 23.914125 36.436534 54.862509 80.757911 119.622541
2025-02-02 9.432299 15.277522 23.899927 37.368811 57.654979 86.788876 131.429092
2025-02-09 8.652587 14.430290 23.174243 37.164458 58.722007 90.342585 139.778684
2025-02-16 7.891173 13.539407 22.302237 36.651085 59.251968 93.081310 146.999444
2025-02-23 7.364023 12.976153 21.887706 36.798931 60.770244 97.331454 156.651675
2025-03-02 6.955418 12.586608 21.737861 37.382419 63.046339 102.921902 168.765122
2025-03-09 6.513643 12.103172 21.397776 37.628389 64.789847 107.768865 179.968723
2025-03-16 6.017071 11.477427 20.765750 37.328398 65.593810 111.125948 188.912553
2025-03-23 5.677131 11.099300 20.521294 37.654546 67.433034 116.206658 200.842663
2025-03-30 5.504508 11.009948 20.766576 38.830945 70.758799 123.854708 217.315133
2025-04-06 5.105919 10.464217 20.160995 38.461523 71.386620 127.028573 226.455460
2025-04-13 4.521023 9.511777 18.749144 36.544314 69.174491 125.272253 227.132187
2025-04-20 4.372525 9.399096 18.875570 37.439436 72.009036 132.273524 243.126684
2025-04-27 4.240539 9.307770 19.033049 38.395505 74.994247 139.657221 260.093588
2025-05-04 3.973551 8.918615 18.591961 38.185947 75.813595 143.245248 270.505136
2025-05-11 3.690858 8.472736 18.007956 37.659433 76.000921 145.693877 278.962546